Small Solver Program
02-15-2019, 09:16 PM (This post was last modified: 02-15-2019 09:31 PM by Albert Chan.)
Post: #6
 Albert Chan Senior Member Posts: 2,551 Joined: Jul 2018
RE: Small Solver Program
(02-15-2019 06:26 PM)Thomas Klemm Wrote:
(02-15-2019 12:07 AM)Albert Chan Wrote:  It would be nice if we can temper the oscillation, or slow convergence.

We can also use Aitken's delta-squared process to accelerate the speed of convergence:

$$a_{n}=x_{n+2}-\frac {(x_{n+2}-x_{n+1})^{2}}{(x_{n+2}-x_{n+1})-(x_{n+1}-x_{n})}$$

Amazingly, my rate formula is same as Aitken extrapolation formula !
Assuming we have 3 values, x0,x1,x2 and tried to guess where it should end up.

My rate analysis: r = (x2-x1)/(x1-x0) = Δx1 / Δx0

We need this for the proof:
(Δx0)²
= ((Δx0 - Δx1) + Δx1)²
= (Δx0 - Δx1)² + 2 * Δx1 (Δx0 - Δx1) + (Δx1)²

If same trend continue, where it will ends up
= x0 + Δx0 * 1/(1-r)
= x0 + (Δx0)² / (Δx0 - Δx1)
= x0 + (Δx0 - Δx1) + 2 * Δx1 + (Δx1)² / (Δx0 - Δx1)
= x0 + (x1-x0) + (x1-x2) + 2*(x2-x1) − (Δx1)² / (Δx1 - Δx0)
= x2 − (Δx1)² / (Δx1 - Δx0)
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 Messages In This Thread Small Solver Program - Gamo - 02-14-2019, 05:25 AM RE: Small Solver Program - Thomas Klemm - 02-14-2019, 07:06 AM RE: Small Solver Program - Albert Chan - 02-15-2019, 12:07 AM RE: Small Solver Program - Thomas Klemm - 02-15-2019, 06:26 PM RE: Small Solver Program - Albert Chan - 02-15-2019 09:16 PM Addendum: Small Solver Program - Thomas Klemm - 02-14-2019, 07:15 AM RE: Small Solver Program - Thomas Klemm - 02-16-2019, 03:58 AM RE: Small Solver Program - Albert Chan - 11-03-2019, 03:14 PM RE: Small Solver Program - Albert Chan - 11-10-2019, 07:02 PM RE: Small Solver Program - Albert Chan - 12-01-2019, 12:13 AM RE: Small Solver Program - Csaba Tizedes - 02-16-2019, 12:24 PM RE: Small Solver Program - Thomas Klemm - 02-16-2019, 01:42 PM RE: Small Solver Program - Csaba Tizedes - 02-16-2019, 03:24 PM RE: Small Solver Program - Gamo - 02-17-2019, 02:57 AM RE: Small Solver Program - Thomas Klemm - 02-17-2019, 09:06 AM RE: Small Solver Program - Gamo - 02-17-2019, 02:33 PM RE: Small Solver Program - Thomas Klemm - 02-17-2019, 04:57 PM RE: Small Solver Program - Gamo - 02-18-2019, 03:49 AM RE: Small Solver Program - Thomas Klemm - 02-18-2019, 05:20 AM RE: Small Solver Program - Dieter - 02-18-2019, 07:46 PM RE: Small Solver Program - Thomas Klemm - 02-18-2019, 10:22 PM RE: Small Solver Program - Albert Chan - 02-19-2019, 01:10 AM RE: Small Solver Program - Csaba Tizedes - 02-19-2019, 08:39 AM RE: Small Solver Program - Thomas Klemm - 02-20-2019, 05:31 AM RE: Small Solver Program - Csaba Tizedes - 02-25-2019, 08:39 PM RE: Small Solver Program - Thomas Klemm - 02-20-2019, 07:22 AM RE: Small Solver Program - Thomas Klemm - 02-24-2019, 09:21 AM RE: Small Solver Program - Thomas Klemm - 02-25-2019, 11:00 PM RE: Small Solver Program - Albert Chan - 01-04-2020, 07:49 PM

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